+719.9%
IWF vs BRO
+3,025.2%
-2,305.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.9% | -7.3% | +6.4% | +2.0% |
| 30D | -1.7% | -6.9% | +5.1% | +0.8% |
| 3M | +0.7% | +10.7% | -10.0% | -4.5% |
| 6M | +8.6% | -2.7% | +11.3% | +7.7% |
| YTD | +3.5% | -16.3% | +19.8% | +8.7% |
| 1Y | +7.0% | -29.1% | +36.1% | +19.7% |
| 3Y | +76.3% | -7.8% | +84.2% | +72.7% |
| 5Y | +74.8% | +18.7% | +56.0% | +51.7% |
| 10Y | +420.5% | +291.9% | +128.6% | +178.9% |
| All | +719.9% | +3,025.2% | -2,305.2% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling